R http://www.r-project.org/ i would consider it to have a high learning curve tho.
I personally didn't find the learning curve to be that high. Perhaps because I was in a course learning taught by one of the founders of the R Project ;).
The lecture slides he created were great, and I recommend anyone that is interested in R to have a look at them: http://www.stat.auckland.ac.nz/~stat380/?Lecture_Slides